Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 5 | — |
| Mean annual return | 0.54 | — |
| R-squared | 63 | — |
| Standard deviation | 0.58 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 0 | — |
| Standard deviation | 2.04 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 1.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | -1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 0 | — |
| Standard deviation | 3.85 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | 0.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 3-year earnings growth | 0 | — |